Description: Identifies current trends and considerations when setting the mortality improvement assumption for individual life insurance in the US.

Description: Pricing longevity swap reinsurance transactions consists of a number of different actuarial tasks, each of which hides potential pitfalls. The article outlines the pricing process, which includes a detailed analysis of current mortality experience of the portfolio to be transferred, choice and calibration of an appropriate model for mortality improvement trends and the calculation of a risk margin which reflects the uncertainty associated with the pricing best-estimate, which includes mis-estimation risk, model risk, longevity basis risk and stochastic uncertainty.

Description: We propose an age-shift model to modify the LC model and deal with the problem of parameters. The proposed method attains smaller estimation errors with respect to mean absolute percentage error or mean square error. We also apply the proposed age-shift model to the mortality rates of these four countries to evaluate the longevity risk in annuity products by measuring life expectancy.

Description: These are the discussant comments for the concurrent session 4A: Longevity in the Public Eye from the January 4-6, 2017 Living to 100 Symposium in Orlando.

Description: The traditional informal care of/by family has faced increasing geographic and economic challenges from changing family households and sources of family income. Financial planning and risk protection tools provide important resource in the changing retirement landscape toward optimal family support and crisis management, that is, with less duress and financial burden to affected family caregivers. Ultimately, maintaining family values and close communications through evolving family structures are key to a healthy society and economic welfare of the people.

Description: The abstract for the paper Implications of an Aging Population in India: Challenges and Opportunities.

Description: This is the informal discussion transcript for Concurrent Session 2A: Drivers of Future Mortality for the January 4-6, 2017 Living to 100 Symposium in Orlando.

Description: We ask whether we can find support for the previously reported upper limit of the force of mortality of 0.7, i.e. about the probability of tossing a fair coin.

Description: Highlights from the Social Security & Mortality panel at the 2017 Living to 100 Symposium - actuaries responsible for projections in the US, Canada and the UK.

Description: This article discusses the details of being classified as cognitively impaired, particularly the relationship between being classified as cognitively impaired and subsequent mortality experience and the effect of cognitive impairment on mortality rates.